We have opening with one of the Big 4’s   We are looking for FRM Candidates who would be catering to our Clients.  Candidate should be coming from Consulting / Banking Background. Would be catering to clients from European and US Markets.   Role description:  - Work with our clients (usually large financial institutions in US) on credit risk projects pertaining to model development/validation, credit policy review, credit origination process review, TOM development, regulatory compliance, agreed upon procedures and reporting.   - Engage with Partners/Directors to understand the project scope, business requirements and work with onshore and offshore teams to deliver on projects.  - Take responsibility for key deliverables on engagements reporting to Engagement managers.  - Work with offshore leadership to identify potential hot topics / client challenges in the credit risk space, develop our offerings and identify project opportunities for the offshore consulting team  - Coach junior people in team  Required Qualifications:  Mandatory Qualification:  - Advanced degree in Statistics /Economics/Mathematics or other Analytical disciplines from tier 1 institute like IIT/ISI/DSE/Top Economics college  - Minimum of 3 years’ experience working in the credit risk division in large banks and/or tier 1 consulting organizations.   Strong working knowledge in most of the following areas:  - PD/LGD/EAD Model development   - Loss forecasting models   - ALLL (Loan loss provisions) calculation  - CCAR / DFAST stress testing modeling  - RWA & Capital calculation  - Credit scoring (Retail portfolios)  - Advanced statistical modeling skills (logistic regression, Markov chain, Survival analysis, Segmentation, CHAID and other data mining/predictive modeling skills)  - Strong knowledge of Advanced Excel and VBA.  - Sound data analytics/data preparation modeling skills in SAS (SAS macro is mandatory)  Preferred Skill:  - Professional Certification such as FRM, CFA preferred  - SAS certification/modeling certification from SAS institute  - SPSS, MATLAB, R or other statistical software preferred.  - Experience working and/or living overseas is a plus.  - Other preferred skills will be:  - Risk based pricing  - RAROC  - Economic Capital / Credit VaR  - Basel II, ICAAP  - Delinquency level model  Key Skills:  - Strong problem solving, analytical skills. Ability to think out-of-the box.  - Strong consulting skills – Communication, relationship management  - Must work well in a team-oriented environment as well as independently.  - Ability to travel overseas as necessary to meet client needs  - Flexible with timings and take ownership  Designation: Open for discussion  Location: Bangalore  CTC: Negotiable  Exp.: 3 – 9 yrs.

Bangalore

Credit Risk Modeller - Big4 - IIT/ISI 

Job Description for Credit Risk Modeller - Big4 - IIT/ISI  in Jobpoint Consulting in  Bangalore for (3-9) years of experience. Apply Now!